NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 14-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
91.63 |
90.62 |
-1.01 |
-1.1% |
92.73 |
| High |
91.63 |
91.52 |
-0.11 |
-0.1% |
93.11 |
| Low |
90.49 |
90.62 |
0.13 |
0.1% |
90.40 |
| Close |
90.75 |
91.20 |
0.45 |
0.5% |
91.59 |
| Range |
1.14 |
0.90 |
-0.24 |
-21.1% |
2.71 |
| ATR |
1.04 |
1.03 |
-0.01 |
-1.0% |
0.00 |
| Volume |
15,847 |
13,552 |
-2,295 |
-14.5% |
75,372 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.81 |
93.41 |
91.70 |
|
| R3 |
92.91 |
92.51 |
91.45 |
|
| R2 |
92.01 |
92.01 |
91.37 |
|
| R1 |
91.61 |
91.61 |
91.28 |
91.81 |
| PP |
91.11 |
91.11 |
91.11 |
91.22 |
| S1 |
90.71 |
90.71 |
91.12 |
90.91 |
| S2 |
90.21 |
90.21 |
91.04 |
|
| S3 |
89.31 |
89.81 |
90.95 |
|
| S4 |
88.41 |
88.91 |
90.71 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.83 |
98.42 |
93.08 |
|
| R3 |
97.12 |
95.71 |
92.34 |
|
| R2 |
94.41 |
94.41 |
92.09 |
|
| R1 |
93.00 |
93.00 |
91.84 |
92.35 |
| PP |
91.70 |
91.70 |
91.70 |
91.38 |
| S1 |
90.29 |
90.29 |
91.34 |
89.64 |
| S2 |
88.99 |
88.99 |
91.09 |
|
| S3 |
86.28 |
87.58 |
90.84 |
|
| S4 |
83.57 |
84.87 |
90.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.41 |
90.40 |
2.01 |
2.2% |
1.12 |
1.2% |
40% |
False |
False |
16,009 |
| 10 |
96.75 |
90.40 |
6.35 |
7.0% |
1.22 |
1.3% |
13% |
False |
False |
12,247 |
| 20 |
97.59 |
90.40 |
7.19 |
7.9% |
0.95 |
1.0% |
11% |
False |
False |
9,573 |
| 40 |
97.59 |
90.40 |
7.19 |
7.9% |
0.90 |
1.0% |
11% |
False |
False |
8,578 |
| 60 |
97.59 |
90.40 |
7.19 |
7.9% |
0.90 |
1.0% |
11% |
False |
False |
7,335 |
| 80 |
98.67 |
90.40 |
8.27 |
9.1% |
0.88 |
1.0% |
10% |
False |
False |
6,022 |
| 100 |
99.49 |
90.40 |
9.09 |
10.0% |
0.86 |
0.9% |
9% |
False |
False |
5,216 |
| 120 |
99.49 |
90.40 |
9.09 |
10.0% |
0.82 |
0.9% |
9% |
False |
False |
4,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.35 |
|
2.618 |
93.88 |
|
1.618 |
92.98 |
|
1.000 |
92.42 |
|
0.618 |
92.08 |
|
HIGH |
91.52 |
|
0.618 |
91.18 |
|
0.500 |
91.07 |
|
0.382 |
90.96 |
|
LOW |
90.62 |
|
0.618 |
90.06 |
|
1.000 |
89.72 |
|
1.618 |
89.16 |
|
2.618 |
88.26 |
|
4.250 |
86.80 |
|
|
| Fisher Pivots for day following 14-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.16 |
91.20 |
| PP |
91.11 |
91.19 |
| S1 |
91.07 |
91.19 |
|